Efficient CNN-LSTM based Parameter Estimation of Levy Driven Stochastic Differential Equations

This study addresses the challenges in parameter estimation of stochastic differential equations driven by non-Gaussian noises, which are critical in understanding dynamic phenomena such as price fluctuations and the spread of infectious diseases. Previous research highlighted the potential of LSTM...

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Hauptverfasser:	Li, Shuaiyu, Ruan, Yang, Long, Changzhou, Cheng, Yuzhong
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Artificial Intelligence Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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